NK
Naoto Kunitomo

Highly Cited

216
Works
1,714
Citations
19
H-Index
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Naoto Kunitomo

Also known as: "Kunitomo, Naoto", KUNITOMO Naoto, Kunitomo, Naoto, Kunitomo, Naoto 1950-, NAOTO KUNITOMO

216

Total Works

1,714

Citations

19

H-Index

30

i10-Index

Citation & Works Trend by Year
46 years active
Top Research Topics
Statistical and numerical algorithms (72) Stochastic processes and financial applications (62) Financial Risk and Volatility Modeling (57) Financial Markets and Investment Strategies (46) Advanced Statistical Methods and Models (43)
Recent Publications
15 shown
Year Publication Title Citations Action
2026 Akaike’s relative power contribution: a revisit Japanese Journal of Statistics and Data Science 0
2025 Macro Examples and Non-stationary Errors-in-Variables Model SpringerBriefs in statistics 0
2025 The SIML Filtering Method for Noisy Non-stationary Economic Time Series SpringerBriefs in statistics 0
2025 Frequency Regression and Smoothing for Noisy Non-stationary Multivariate Time Series SpringerBriefs in statistics 0
2025 A Filtering Method of Constructing Macro Consumption Index SpringerBriefs in statistics 0
2025 The SIML Filtering Method SpringerBriefs in statistics 0
2025 Conclusions SpringerBriefs in statistics 0
2025 Introduction SpringerBriefs in statistics 0
2025 Comparing Estimation Methods of Non-stationary Errors-in-Variables Models SpringerBriefs in statistics 0
2024 An asymptotically optimal two-sample instrumental variables estimation using many instruments Japanese Journal of Statistics and Data Science 0
2022 Local SIML estimation of some Brownian and jump functionals under market micro-structure noise Japanese Journal of Statistics and Data Science 1
2022 市場ノイズ下でのジャンプ・ブラウン運動の汎関数の局所SIML推定 Institutional Repositories DataBase (IRDB) 0
2021 極値現象の統計分析：裾の重い分布のモデリング Institutional Repositories DataBase (IRDB) 0
2021 Detecting factors of quadratic variation in the presence of market microstructure noise Japanese Journal of Statistics and Data Science 6
2021 A robust-filtering method for noisy non-stationary multivariate time series with econometric applications Japanese Journal of Statistics and Data Science 3

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